Generic function for simulating from NHPPPs given the intensity function or the cumulative intensity function.

This is a wrapper to the package's specific functions, and thus somewhat slower. For time-intensive simulations prefer one of the specific functions.

Usage

draw(
  Lambda = NULL,
  Lambda_inv = NULL,
  lambda = NULL,
  line_majorizer_intercept = NULL,
  line_majorizer_slope = NULL,
  line_majorizer_is_loglinear = FALSE,
  step_majorizer_vector = NULL,
  t_min = NULL,
  t_max = NULL,
  atmost1 = FALSE,
  atleast1 = FALSE
)

Arguments

Lambda

(function, double vector) the integrated (cumulative) rate of the NHPPP

Lambda_inv

(function, double vector) the inverse of `Lambda()'

lambda

(function) the instantaneous rate

line_majorizer_intercept

The intercept alpha of the loglinear majorizer function: alpha + beta * t or exp(alpha + beta * t)

line_majorizer_slope

The slope beta of the loglinear majorizer function: alpha + beta * t or exp(alpha + beta * t)

line_majorizer_is_loglinear

(boolean) if TRUE the majorizer is loglinear exp(alpha + beta * t); if FALSE it is a linear function

step_majorizer_vector

(vector, double) K constant majorizing rates, one per interval; all intervals are of equal length (regular)

t_min

(double) the lower bound of the interval

t_max

(double) the upper bound of the interval

atmost1

boolean, draw at most 1 event time

atleast1

boolean, draw at least 1 event time in interval

Value

a vector of event times